This is now implemented as part of scikit-learn version 0.18. You can pass a ‘method’ string parameter to the cross_val_predict method. Documentation is here.
Example:
proba = cross_val_predict(logreg, X, y, cv=cv, method='predict_proba')
Also note that this is part of the new sklearn.model_selection package so you will need this import:
from sklearn.model_selection import cross_val_predict